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Reference date: |
March 31, 2020 |
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Currency |
RUB |
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Units |
1 000 000 |
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FX and precious metals market |
Securities market |
Derivatives market |
Standardised OTC derivatives market |
|
Hypothetical capital (KCCP) |
114.08 |
1 432.91 |
8.37 |
32.61 |
|
C-factor |
2.09% |
19.64% |
0.34% |
2.19% |
|
DFCM |
2 970.00 |
2 295.00 |
970.00 |
490.00 |
|
DFCCP |
2 500.00 |
5 000.00 * |
1 500.00 |
1 000.00 |
*including additional dedicated CCP capital in amount of 3 billion RUB